ECBOT 10 Year T-Note Future June 2024
Trading Metrics calculated at close of trading on 05-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2024 |
05-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
111-005 |
110-255 |
-0-070 |
-0.2% |
110-120 |
High |
111-010 |
111-150 |
0-140 |
0.4% |
111-020 |
Low |
110-210 |
110-230 |
0-020 |
0.1% |
109-315 |
Close |
110-240 |
111-095 |
0-175 |
0.5% |
111-010 |
Range |
0-120 |
0-240 |
0-120 |
100.0% |
1-025 |
ATR |
0-204 |
0-206 |
0-003 |
1.3% |
0-000 |
Volume |
1,348,230 |
1,996,086 |
647,856 |
48.1% |
14,672,068 |
|
Daily Pivots for day following 05-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-132 |
113-033 |
111-227 |
|
R3 |
112-212 |
112-113 |
111-161 |
|
R2 |
111-292 |
111-292 |
111-139 |
|
R1 |
111-193 |
111-193 |
111-117 |
111-242 |
PP |
111-052 |
111-052 |
111-052 |
111-076 |
S1 |
110-273 |
110-273 |
111-073 |
111-002 |
S2 |
110-132 |
110-132 |
111-051 |
|
S3 |
109-212 |
110-033 |
111-029 |
|
S4 |
108-292 |
109-113 |
110-283 |
|
|
Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-297 |
113-178 |
111-200 |
|
R3 |
112-272 |
112-153 |
111-105 |
|
R2 |
111-247 |
111-247 |
111-073 |
|
R1 |
111-128 |
111-128 |
111-042 |
111-188 |
PP |
110-222 |
110-222 |
110-222 |
110-251 |
S1 |
110-103 |
110-103 |
110-298 |
110-162 |
S2 |
109-197 |
109-197 |
110-267 |
|
S3 |
108-172 |
109-078 |
110-235 |
|
S4 |
107-147 |
108-053 |
110-140 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
111-150 |
110-000 |
1-150 |
1.3% |
0-193 |
0.5% |
88% |
True |
False |
2,201,687 |
10 |
111-150 |
109-255 |
1-215 |
1.5% |
0-184 |
0.5% |
90% |
True |
False |
2,429,788 |
20 |
112-040 |
109-255 |
2-105 |
2.1% |
0-200 |
0.6% |
64% |
False |
False |
1,245,889 |
40 |
113-290 |
109-255 |
4-035 |
3.7% |
0-208 |
0.6% |
37% |
False |
False |
624,944 |
60 |
113-315 |
109-255 |
4-060 |
3.8% |
0-199 |
0.6% |
36% |
False |
False |
416,721 |
80 |
113-315 |
108-130 |
5-185 |
5.0% |
0-174 |
0.5% |
52% |
False |
False |
312,543 |
100 |
113-315 |
106-075 |
7-240 |
7.0% |
0-148 |
0.4% |
65% |
False |
False |
250,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-210 |
2.618 |
113-138 |
1.618 |
112-218 |
1.000 |
112-070 |
0.618 |
111-298 |
HIGH |
111-150 |
0.618 |
111-058 |
0.500 |
111-030 |
0.382 |
111-002 |
LOW |
110-230 |
0.618 |
110-082 |
1.000 |
109-310 |
1.618 |
109-162 |
2.618 |
108-242 |
4.250 |
107-170 |
|
|
Fisher Pivots for day following 05-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
111-073 |
111-044 |
PP |
111-052 |
110-313 |
S1 |
111-030 |
110-262 |
|